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Gresham Long/Short Commodity Index

Gresham Long/Short Commodity Index (GSLCI) is a fully collateralized commodity futures index that uses the persistence of trends in commodities prices, often referred to as "momentum", to determine if each commodity is held long, short, or flat. The central principle of momentum is that if the price of an asset is rising (or falling), it will continue to do so. The GSLCI target weights are set annually based on individual commodities' Global Production, Global Trade, and Futures Liquidity. The GLSCI is rebalanced monthly to target weights. The index inception date is January 1987.


Daily Indices Total Index Return Value† Oct-24-2014 ROR† QTD† YTD†
Gresham Long/Short Commodity Index 1228.87 0.09% -0.58% -0.18%
†Estimated performance as of October-26-2014 00:55 US CST

 
Past performance is not necessarily indicative of future trading results. The funds represent speculative investments and involve a high degree of risk. An investor could lose all or a substantial portion of his or her investment.

 

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